reportify-sdk 0.3.33 → 0.3.35

package/README.md

@@ -120,11 +120,13 @@ const ohlcvBatch = await client.quant.ohlcvBatch({ symbols: ['000001', '600519']
 const result = await client.quant.backtest({
   startDate: '2023-01-01',
   endDate: '2024-01-01',
-  symbol: '000001',
+  symbols: ['000001'],
   entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))',
   exitFormula: 'CROSSDOWN(MA(CLOSE, 5), MA(CLOSE, 20))'
 });
 console.log(`Total Return: ${(result.total_return_pct * 100).toFixed(2)}%`);
+console.log(`Sharpe: ${result.sharpe_ratio.toFixed(3)}`);
+console.log(`Alpha/Beta: ${result.alpha.toFixed(3)}/${result.beta.toFixed(3)}`);
 ```
 
 ### Concepts

package/dist/index.d.mts

@@ -726,6 +726,7 @@ interface BacktestParams {
     symbols?: string[];
     filterFormula?: string;
     market?: StockMarket;
+    stockType?: 'stock' | 'etf' | 'index' | 'sw';
     entryFormula?: string;
     strategyCode?: string;
     exitFormula?: string;
@@ -742,6 +743,11 @@ interface BacktestParams {
     autoClose?: boolean;
     cheatOnOpen?: boolean;
     signalFactors?: Record<string, string>;
+    benchmark?: {
+        symbol: string;
+        market?: StockMarket;
+        stockType?: 'stock' | 'etf' | 'index' | 'sw';
+    };
 }
 interface KlineParams {
     symbol: string;
@@ -790,6 +796,11 @@ interface BacktestUploadParams {
     autoClose?: boolean;
     cheatOnOpen?: boolean;
     signalFactors?: Record<string, string>;
+    benchmark?: {
+        symbol: string;
+        market?: StockMarket;
+        stockType?: 'stock' | 'etf' | 'index' | 'sw';
+    };
 }
 interface BacktestResult {
     success: boolean;
@@ -817,6 +828,15 @@ interface BacktestResult {
         cumulative_pnl: number;
     }>;
     portfolio_value: Record<string, number>;
+    benchmark_value: Record<string, number>;
+    benchmark_return_pct: number;
+    sharpe_ratio: number;
+    alpha: number;
+    beta: number;
+    max_drawdown_start: string | null;
+    max_drawdown_end: string | null;
+    daily_returns: Record<string, number>;
+    drawdown_series: Record<string, number>;
     error_msg: string | null;
 }
 /**
@@ -849,7 +869,6 @@ interface BacktestResult {
  */
 declare class QuantModule {
     private client;
-    private static readonly BACKTEST_TIMEOUT_MS;
     constructor(client: Reportify);
     /**
      * Get list of available factors (variables, functions, and indicators)

package/dist/index.d.ts

@@ -726,6 +726,7 @@ interface BacktestParams {
     symbols?: string[];
     filterFormula?: string;
     market?: StockMarket;
+    stockType?: 'stock' | 'etf' | 'index' | 'sw';
     entryFormula?: string;
     strategyCode?: string;
     exitFormula?: string;
@@ -742,6 +743,11 @@ interface BacktestParams {
     autoClose?: boolean;
     cheatOnOpen?: boolean;
     signalFactors?: Record<string, string>;
+    benchmark?: {
+        symbol: string;
+        market?: StockMarket;
+        stockType?: 'stock' | 'etf' | 'index' | 'sw';
+    };
 }
 interface KlineParams {
     symbol: string;
@@ -790,6 +796,11 @@ interface BacktestUploadParams {
     autoClose?: boolean;
     cheatOnOpen?: boolean;
     signalFactors?: Record<string, string>;
+    benchmark?: {
+        symbol: string;
+        market?: StockMarket;
+        stockType?: 'stock' | 'etf' | 'index' | 'sw';
+    };
 }
 interface BacktestResult {
     success: boolean;
@@ -817,6 +828,15 @@ interface BacktestResult {
         cumulative_pnl: number;
     }>;
     portfolio_value: Record<string, number>;
+    benchmark_value: Record<string, number>;
+    benchmark_return_pct: number;
+    sharpe_ratio: number;
+    alpha: number;
+    beta: number;
+    max_drawdown_start: string | null;
+    max_drawdown_end: string | null;
+    daily_returns: Record<string, number>;
+    drawdown_series: Record<string, number>;
     error_msg: string | null;
 }
 /**
@@ -849,7 +869,6 @@ interface BacktestResult {
  */
 declare class QuantModule {
     private client;
-    private static readonly BACKTEST_TIMEOUT_MS;
     constructor(client: Reportify);
     /**
      * Get list of available factors (variables, functions, and indicators)

package/dist/index.js

@@ -614,11 +614,10 @@ var DocsModule = class {
 };
 
 // src/quant.ts
-var QuantModule = class _QuantModule {
+var QuantModule = class {
   constructor(client) {
     this.client = client;
   }
-  static BACKTEST_TIMEOUT_MS = 12e4;
   // ===========================================================================
   // Factors (includes technical indicators and fundamental factors)
   // ===========================================================================
@@ -959,6 +958,7 @@ var QuantModule = class _QuantModule {
       start_date: params.startDate,
       end_date: params.endDate,
       market: params.market || "cn",
+      stock_type: params.stockType || "stock",
       initial_cash: params.initialCash ?? 1e5,
       commission: params.commission ?? 0,
       buy_commission: params.buyCommission ?? 0,
@@ -996,9 +996,11 @@ var QuantModule = class _QuantModule {
     if (params.signalFactors !== void 0) {
       body.signal_factors = params.signalFactors;
     }
+    if (params.benchmark !== void 0) {
+      body.benchmark = params.benchmark;
+    }
     return this.client.request("POST", "/v1/quant/backtest", {
-      body,
-      timeoutMs: _QuantModule.BACKTEST_TIMEOUT_MS
+      body
     });
   }
   /**
@@ -1084,9 +1086,11 @@ var QuantModule = class _QuantModule {
     if (params.signalFactors !== void 0) {
       formData.append("signal_factors", JSON.stringify(params.signalFactors));
     }
+    if (params.benchmark !== void 0) {
+      formData.append("benchmark", JSON.stringify(params.benchmark));
+    }
     return this.client.request("POST", "/v1/quant/backtest/upload", {
-      formData,
-      timeoutMs: _QuantModule.BACKTEST_TIMEOUT_MS
+      formData
     });
   }
 };

package/dist/index.mjs

@@ -570,11 +570,10 @@ var DocsModule = class {
 };
 
 // src/quant.ts
-var QuantModule = class _QuantModule {
+var QuantModule = class {
   constructor(client) {
     this.client = client;
   }
-  static BACKTEST_TIMEOUT_MS = 12e4;
   // ===========================================================================
   // Factors (includes technical indicators and fundamental factors)
   // ===========================================================================
@@ -915,6 +914,7 @@ var QuantModule = class _QuantModule {
       start_date: params.startDate,
       end_date: params.endDate,
       market: params.market || "cn",
+      stock_type: params.stockType || "stock",
       initial_cash: params.initialCash ?? 1e5,
       commission: params.commission ?? 0,
       buy_commission: params.buyCommission ?? 0,
@@ -952,9 +952,11 @@ var QuantModule = class _QuantModule {
     if (params.signalFactors !== void 0) {
       body.signal_factors = params.signalFactors;
     }
+    if (params.benchmark !== void 0) {
+      body.benchmark = params.benchmark;
+    }
     return this.client.request("POST", "/v1/quant/backtest", {
-      body,
-      timeoutMs: _QuantModule.BACKTEST_TIMEOUT_MS
+      body
     });
   }
   /**
@@ -1040,9 +1042,11 @@ var QuantModule = class _QuantModule {
     if (params.signalFactors !== void 0) {
       formData.append("signal_factors", JSON.stringify(params.signalFactors));
     }
+    if (params.benchmark !== void 0) {
+      formData.append("benchmark", JSON.stringify(params.benchmark));
+    }
     return this.client.request("POST", "/v1/quant/backtest/upload", {
-      formData,
-      timeoutMs: _QuantModule.BACKTEST_TIMEOUT_MS
+      formData
     });
   }
 };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "reportify-sdk",
-  "version": "0.3.33",
+  "version": "0.3.35",
   "description": "TypeScript SDK for Reportify API - Financial data and document search",
   "main": "dist/index.js",
   "module": "dist/index.mjs",